+455.3%
WELL vs DAR
+288.2%
+167.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | -0.3% |
| 7D | +3.5% | -2.8% | +6.3% | +4.2% |
| 30D | +9.7% | -12.8% | +22.5% | +13.7% |
| 3M | +4.8% | -11.6% | +16.4% | +7.7% |
| 6M | +16.1% | -16.8% | +32.9% | +20.8% |
| YTD | +34.7% | +45.9% | -11.2% | +18.6% |
| 1Y | +31.9% | +61.5% | -29.6% | +12.4% |
| 3Y | +209.9% | +23.0% | +186.9% | +169.4% |
| 5Y | +226.5% | -35.8% | +262.4% | +242.4% |
| 10Y | +455.3% | +280.4% | +174.9% | +159.4% |
| All | +455.3% | +288.2% | +167.0% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling